Mondelez International Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.77%
decreased by 0.95%
1 Week
20.79%
decreased by 0.93%
1 Month
20.84%
decreased by 0.88%
Analysis last updated: Friday, June 12, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1444 | 17.77 | |
| 0.0978 | 22.00 | |
| 0.8190 | 112.07 |
Estimation Period:
Jun 13, 2001 to Jun 12, 2026
Jun 13, 2001 to Jun 12, 2026
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